+577.8%
HPE vs DFNS
-99.9%
+677.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.8% | -6.2% |
| 7D | +1.4% | -3.3% | +4.8% | +1.4% |
| 30D | +1.5% | -73.1% | +74.6% | +1.5% |
| 3M | +21.7% | -71.4% | +93.1% | +21.9% |
| 6M | +164.2% | -93.8% | +258.0% | +164.0% |
| YTD | +132.1% | -98.0% | +230.1% | +131.5% |
| 1Y | +130.6% | -98.2% | +228.8% | +130.2% |
| 3Y | +244.1% | -99.9% | +344.0% | +243.8% |
| 5Y | +340.8% | -99.9% | +440.7% | +350.2% |
| All | +577.8% | -99.9% | +677.7% | +593.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling